Related papers: Balanced Subsampling for Big Data with Categorical…
The dramatic growth of big datasets presents a new challenge to data storage and analysis. Data reduction, or subsampling, that extracts useful information from datasets is a crucial step in big data analysis. We propose an orthogonal…
Large-sample data became prevalent as data acquisition became cheaper and easier. While a large sample size has theoretical advantages for many statistical methods, it presents computational challenges. Sketching, or compression, is a…
Modern statistical analysis often encounters datasets with large sizes. For these datasets, conventional estimation methods can hardly be used immediately because practitioners often suffer from limited computational resources. In most…
Subsampling methods aim to select a subsample as a surrogate for the observed sample. As a powerful technique for large-scale data analysis, various subsampling methods are developed for more effective coefficient estimation and model…
The bootstrap is a widely used procedure for statistical inference because of its simplicity and attractive statistical properties. However, the vanilla version of bootstrap is no longer feasible computationally for many modern massive…
A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be…
Subsampling is commonly used to overcome computational and economical bottlenecks in the analysis of finite populations and massive datasets. Existing methods are often limited in scope and use optimality criteria (e.g., A-optimality) with…
Recent works have proposed optimal subsampling algorithms to improve computational efficiency in large datasets and to design validation studies in the presence of measurement error. Existing approaches generally fall into two categories:…
In semi-supervised learning, the prevailing understanding suggests that observing additional unlabeled samples improves estimation accuracy for linear parameters only in the case of model misspecification. In this work, we challenge such a…
We consider a measurement constrained supervised learning problem, that is, (1) full sample of the predictors are given; (2) the response observations are unavailable and expensive to measure. Thus, it is ideal to select a subsample of…
For massive data stored at multiple machines, we propose a distributed subsampling procedure for the composite quantile regression. By establishing the consistency and asymptotic normality of the composite quantile regression estimator from…
Data imbalance is common in production data, where controlled production settings require data to fall within a narrow range of variation and data are collected with quality assessment in mind, rather than data analytic insights. This…
We investigate optimal subsampling for quantile regression. We derive the asymptotic distribution of a general subsampling estimator and then derive two versions of optimal subsampling probabilities. One version minimizes the trace of the…
For the last two decades, oversampling has been employed to overcome the challenge of learning from imbalanced datasets. Many approaches to solving this challenge have been offered in the literature. Oversampling, on the other hand, is a…
In practice, machine learning experts are often confronted with imbalanced data. Without accounting for the imbalance, common classifiers perform poorly and standard evaluation metrics mislead the practitioners on the model's performance. A…
In machine learning, it is commonly assumed that training and test data share the same population distribution. However, this assumption is often violated in practice because the sample selection bias may induce the distribution shift from…
Nonuniform subsampling methods are effective to reduce computational burden and maintain estimation efficiency for massive data. Existing methods mostly focus on subsampling with replacement due to its high computational efficiency. If the…
Subsampling from a large data set is useful in many supervised learning contexts to provide a global view of the data based on only a fraction of the observations. Diverse (or space-filling) subsampling is an appealing subsampling approach…
Big data is ubiquitous in practices, and it has also led to heavy computation burden. To reduce the calculation cost and ensure the effectiveness of parameter estimators, an optimal subset sampling method is proposed to estimate the…
Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the…